+29.2%
NEO vs SPY
+78.7%
-49.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.7% |
| 7D | +0.6% | +0.5% | +0.1% | -0.1% |
| 30D | +6.0% | -0.9% | +6.9% | +7.4% |
| 3M | +60.4% | +3.9% | +56.5% | +52.4% |
| 6M | +96.0% | +14.5% | +81.5% | +64.5% |
| YTD | +49.3% | +12.9% | +36.4% | +27.3% |
| 1Y | +121.4% | +19.4% | +102.1% | +75.2% |
| 3Y | +29.2% | +78.5% | -49.2% | -44.4% |
| All | +29.2% | +78.7% | -49.5% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling